You don't have to shut down your firewall. Just open port 6346 which is the one, LimeWire is running on. You might want to try if that works.

As I see it, you are connecting to the limewire hostscache (where you get the addresses of the other servers from). And if so, connecting to one or another server shouldn't be a problem. Sometimes it might take you some time to find a hosts, that is accessible for you. Try setting your connection speed to T1 and set the number of connections to keep alive to 10, maybe it works better that way.

I have only last possible solution for you: If LimeWire simply won't work, you should give BearShare a try.